• Title/Summary/Keyword: Data rate

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Testing the exchange rate data for the parameter change based on ARMA-GARCH model

  • Song, Junmo;Ko, Bangwon
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.6
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    • pp.1551-1559
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    • 2013
  • In this paper, we analyze the Korean Won/Japanese 100 Yen exchange rate data based on the ARMA-GARCH model, and perform the test for detecting the parameter changes. As a test statistics, we employ the cumulative sum (CUSUM) test for ARMA-GARCH model, which is introduced by Lee and Song (2008). Our empirical analysis indicates that the KRW/JPY exchange rate series experienced several parameter changes during the period from January 2000 to December 2012, which leads to a fitting of AR-IGARCH model to the whole series.

Reliability Analysis Method for Repeated UT Measurement Data in Nuclear Power Plants (원전 배관의 반복 측정 데이터에 대한 신뢰도 분석 방법)

  • Yun, Hun;Hwang, Kyeong-Mo
    • Corrosion Science and Technology
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    • v.12 no.3
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    • pp.142-148
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    • 2013
  • Safety is a major concern in Nuclear Power Plants (NPPs). Piping systems in NPPs are very complex and composed of many components such as tees, elbows, expanders and straight pipes. The high pressure and high temperature water flows inside piping components. As high speed water flows inside piping, the pipe wall thinning occurs in various reasons such as FAC (Flow Accelerated Corrosion), LDIE (Liquid Droplet Impingement Erosion) and Flashing. To inspect the wall thinning phenomenon and protect the piping from damages, piping components are checked by UT measurement in every overhaul. During every overhaul, approximately 200~300 components (40,000~60,000 UT data) are examined in NPPs. There are some methods from EPRI for evaluating wear rate of components. However, only few studies have been conducted to find out the raw data reliability for the wear rate evaluation. Securing the reliable raw data is the key factor for a reasonable evaluation. This paper suggests the reliability analysis method for the repeatedly measured data for wear rate evaluation.

Analysis of Data Rate for Multimedia Network VDSL System (멀티미디어 통신망 VDSL 시스템의 전송속도 분석)

  • Park, In-Jeong;Yang, Geun-Mo;O, Seung-Rok
    • Journal of the Institute of Electronics Engineers of Korea CI
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    • v.39 no.1
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    • pp.75-81
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    • 2002
  • In this paper, data rate of VDSL system was analyzed in noise and crosstalk environment. For this paper, Matlab tool was used to analyze the performance of VDSL system. Various "VDSL Test Loop" are used which is suggested by ANSI DSL Standard group T1E1.4. Many parameters, "Noise Model A", "Noise Model F", duplex method VDSL-998 which is suggested FDD plan by ANSI was used. The most of conditions for simulation are followed to the ANSI Standard "Spectrum management" Lots of data have been obtained according to the different conditions of the test loops. The result shows that the data rate of VDSL system is decreased due to the other DSL signals in the same cable bundle. And also there was more reduced data rate in case of Noise Model F than that of Noise Model A.

Dual-Mode Reference-less Clock Data Recovery Algorithm (이중 모드의 기준 클록을 사용하지 않는 클록 데이터 복원 회로 알고리즘)

  • Kwon, Ki-Won;Jin, Ja-Hoon;Chun, Jung-Hoon
    • Journal of the Institute of Electronics and Information Engineers
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    • v.53 no.5
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    • pp.77-86
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    • 2016
  • This paper describes a dual-mode reference-less CDR(Clock Data Recovery) operating at full / half-rate and its operation algorithm. Proposed reference-less CDR consists of a frequency detector, a phase detector, a charge pump, a loop filter, a voltage controlled oscillator, and a digital block. The frequency and phase detectors operate at both full / half-rate for dual-mode operation and especially the frequency detector is capable of detecting the difference between data rate and clock frequency in the dead zone of general frequency detectors. Dual-mode reference-less CDR with the proposed algorithm can recover the data and clock within 1.2-1.3 us and operates reliably at both full-rate (2.7 Gb/s) and half-rate (5.4 Gb/s) with 0.5-UI input jitter.

Comparison and analysis of multiple testing methods for microarray gene expression data (유전자 발현 데이터에 대한 다중검정법 비교 및 분석)

  • Seo, Sumin;Kim, Tae Houn;Kim, Jaehee
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.5
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    • pp.971-986
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    • 2014
  • When thousands of hypotheses are tested simultaneously, the probability of rejecting any true hypotheses increases, and large multiplicity problems are generated. To solve these problems, researchers have proposed different approaches to multiple testing methods, considering family-wise error rate (FWER), false discovery rate (FDR) or false nondiscovery rate (FNR) as a type I error and some test statistics. In this article, we discuss Bonferroni (1960), Holm (1979), Benjamini and Hochberg (1995) and Benjamini and Yekutieli (2001) procedures based on T statistics, modified T statistics or local-pooled-error (LPE) statistics. We also consider Sun and Cai (2007) procedure based on Z statistics. These procedures are compared in the simulation and applied to Arabidopsis microarray gene expression data to identify differentially expressed genes.

Transmitted Power Based Dynamic Rate Control for CDMA2000 1x System (CDMA2000 1x 시스템을 위한 송신전력기반 전송률 제어방안)

  • Park Hyung-Kun
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.54 no.8
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    • pp.498-500
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    • 2005
  • In a CDMA system, the capacity is variable and mainly depends on multiple access interference. The multiple access interference has a deep relationship with transmitted or received power The capacity of CDMA2000 1x system is considered to be limited by the forward link capacity Different rate data traffic requires different transmitted power and rate controlling enables the system utilize radio resource more efficiently. A very simple rate control algorithm for data calls in CDMA2000 1x system is proposed. In the proposed algorithm, by monitoring the total transmit power, we can simply adjust data rate to channel conditions and efficiently use radio resources. The proposed algorithm is easy to implement in power controlled CDMA systems.

Transmitted power based dynamic rate control for CDMA2000 1x system (CDMA2000 1x 시스템을 위한 송신전력기반 전송률 제어방안)

  • Park, Hyung-Kun
    • Proceedings of the KIEE Conference
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    • 2005.05a
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    • pp.221-223
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    • 2005
  • In a CDMA system, the capacity is variable and mainly depends on multiple access interference. The multiple access interference has a deep relationship with transmitted or received power. The capacity of CDMA2000 1x system is considered to be limited by the forward link capacity. Different rate data traffic requires different transmitted power and rate controlling enables the system utilize radio resource more efficiently. A very simple rate control algorithm fer data calls in CDMA2000 1x system is proposed. In the proposed algorithm, by monitoring the total transmit power, we can simply adjust data rate to channel conditions and efficiently use radio resources. The proposed algorithm is easy to implement in power controlled CDMA systems.

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A Study on Kinetics in One-Phase Anaerobic Digestion (단상 혐기성 소화공정에서의 동력학적 연구)

  • 조관형;조영태
    • Journal of Environmental Science International
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    • v.9 no.1
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    • pp.75-80
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    • 2000
  • Kinetic data for the acid phase anaerobic digestion were presented in this study and the constants were determined with acid production rate and gas production rate. Process models based on continuous culture theory were used to describe the characteristics of the acid forming microorganisms and to enable further development toward utilization of the process in a more rational manner. Acid phase digestion can be separated with appropriate manipulation of hydraulic retention time in anaerobic digestion. Kinetic analysis of data from the various hydraulic retention times using a phase specific model obtained form the acid phase indicated maximum specific growth rate of 0.40/h, saturation constant of 2,000mgCOD.$\ell$, yield coefficient of 0.35 mgVSS/msCOD utilized and decay constant of 0.04/h for the acid production rate. Similar analysis of data for the gas production rate indicated maximum specific growth rate of 0.003/h, saturation constant of 2,200mgCOD/$\ell$, yield coefficient of 0.035 mgVSS/mgCOD utilized and decay constant of 0.06/h.

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Exchange Rate Volatility: Empirical Evidence from Somalia in 2010

  • Mohamud, Isse Abdikadir
    • Journal of Distribution Science
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    • v.12 no.3
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    • pp.99-103
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    • 2014
  • Purpose - The objective of this study was to examine the volatility of the exchange rate of the Somali shilling (SoSh) during 2010, especially the exchange rate between the Somali shilling and US dollar. Research design, data, and methodology - The study employed aquantitative research design; the data was analyzed using contents analysis for the data pertaining to the exchange rate between the US dollar and Somali Shilling in 2010. Results - The main findings were that the exchange rate was very volatile during 2010 because of three sources: (1) Imbalance of demand and supply in the money market, (2) People adopting the US dollar as the medium of exchange forgoods and services, thereby reducing the circulation of the SoSh, and (3) Lack of a strong central bank. Conclusions - The study suggested three possible remedies: the establishment of an effective central bank that matches the demand and supply of the currencies, adoption of the Somali shilling as the official currency base for the prices of commodities, and minimizing the imports into the country and maximizing its exports, to support the strengthening of the Somali shilling.

Bayesian Analysis for Multiple Change-point hazard Rate Models

  • Jeong, Kwangmo
    • Communications for Statistical Applications and Methods
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    • v.6 no.3
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    • pp.801-812
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    • 1999
  • Change-point hazard rate models arise for example in applying "burn-in" techniques to screen defective items and in studing times until undesirable side effects occur in clinical trials. Sometimes in screening defectives it might be sensible to model two stages of burn-in. In a clinical trial there might be an initial hazard rate for a side effect which after a period of time changes to an intermediate hazard rate before settling into a long term hazard rate. In this paper we consider the multiple change points hazard rate model. The classical approach's asymptotics can be poor for the small to all moderate sample sizes often encountered in practice. We propose a Bayesian approach avoiding asymptotics to provide more reliable inference conditional only upon the data actually observed. The Bayesian models can be fitted using simulation methods. Model comparison is made using recently developed Bayesian model selection criteria. The above methodology is applied to a generated data and to a generated data and the Lawless(1982) failure times of electrical insulation.

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